-76.1%
PLTD vs RL
+70.3%
-146.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.8% |
| 7D | +13.7% | -4.2% | +17.9% | +11.8% |
| 30D | +18.4% | +4.3% | +14.2% | +21.1% |
| 3M | -7.5% | -4.6% | -2.9% | -8.9% |
| 6M | -31.3% | +1.7% | -33.0% | -30.4% |
| YTD | -15.4% | +7.3% | -22.7% | -10.5% |
| 1Y | -18.4% | +20.8% | -39.2% | -4.9% |
| All | -76.1% | +70.3% | -146.4% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling